+120.4%
XLK vs XYL
+15.7%
+104.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.2% | +1.2% | -1.0% | -0.3% |
| 30D | -0.6% | -11.9% | +11.3% | +5.1% |
| 3M | +2.6% | -1.5% | +4.1% | +2.1% |
| 6M | +34.0% | -11.9% | +45.9% | +40.4% |
| YTD | +30.7% | -20.6% | +51.3% | +43.5% |
| 1Y | +39.2% | -23.5% | +62.7% | +56.1% |
| 3Y | +120.4% | +14.9% | +105.6% | +104.8% |
| All | +120.4% | +15.7% | +104.7% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling